jackny I know what you mean, but you're not alone. We were only dx earlier this year and it is overwhelming in the first month or so. But it does get easier, but you do feel like you have to almost do a speedy degree in autism!
When you have this new diagnosis and if you don;t know any other parents with kids with ASD, and you don't really know whether the 'experts' are telling you the right thing, it is really scary and you do feel out of your depth. To reassure you, the more you read, the more empowered you will feel and you can then start to move things along in the direction you want them to go in. Can I recommend a couple of books:
How to help your Autistic Spectrum Child - this is a quick, easy read with loads of tips and links to useful websites.
Tony Attwood's Books (see which suits you best)
Also contact the NAS parent-to-Parent helpline. They were great when we were newly diagnosed. Speaking to a parent who had been through it really helped us.
To answer your question (finally!) Most LEAs have pre-school panels (i think?) and they review pre-school chidlren with SEN to see what level of suport they will need in school. They may ask an Educational psychologist (EP) to assess your child. But you don't have to wait for any of this to be done. You can apply to the LEA for what is called a statutory assessment, leading to a statement. Go to IPSEA, who can advise you on how to go about it and they even have standard letters you can use. If you apply, you have control over the process and have the right of appeal as many applications take a number of gos. (saying this, we haven't finished our application yet, so we're only in the very early stages)
If it is the pre-school panel the nursery are talking about, then you CAN Send evidence. We sent a long report to ours. But the statementing process supercedes the panel, so that's why I would contact ISEA, they are very helpful and will talk you through everything. They are independent, and on the parent's side.
I can't really advise on this further, as it's still very new to us, too and I'm hoping I haven't said anythign misleading I'm still a little woolly myself, but hopefully some of the MN who are further down the process will set you straight if I have said anything odd!
Other tips: ask your Paediatritian to refer you for Portage and also to the National Autistic Society Early Bird course,It's a good way to meet other parents in the same boat, with children of a similar age. Also ask for an occupational therapy assessment for his sensory issues (you can self-refer, I believe) and speech and language therapy (SALT) assessment, as it is likely he is frustrated by communication issues (even if he has good vocab) See if the NAS has a local branch in your area as I've met lots of parents this way.
One more thing - apply for DLA (disability Living allowance) as it will help with extra costs. You may also be elligible for Carer's allowance, too, both of which help make things easier.
Hope all that helps and it isn't too confusing. Keep in touch and remember that there is always someone on here who can help. I've found MN to be a fantastic resource for info and also for support.